﻿using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using Onixs.CmeFastHandler;

namespace TAS
{
    public enum QuoteConditionType
    {
        Implied = 0,
        ExchangeBest
    }

    public class TradeDataEntity
    {
        public string SecurityID { get; set; }
        public int InstrumentID { get; set; }

        public long Price { get; set; }
        public double Quantity { get; set; }
        public DateTime Time { get; set; }

        public int MarketDataActionType { get; set; }
        public TransactionType MarketDataEntryType { get; set; }
        public int MarketDepthPosition { get; set; }

        public QuoteConditionType QuoteCondition { get; set; }

        public IPriceLevel bestBid; // regular OB
        public IPriceLevel bestAsk; // regular OB

        public bool isTrade;

        public Side AggressorSide { get; set; }
    }
}
